Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference66 articles.
1. Modeling the price dynamics of CO2 emission allowances;Benz;Energy Econ.,2009
2. Modeling and explaining the dynamics of European Union Allowance prices at high-frequency;Conrad;Energy Econ.,2012
3. The impact of verified emissions announcements on the European Union emissions trading scheme: A bilaterally modified dummy variable modeling analysis;Jia;Appl. Energy,2016
4. European emission trading scheme and competitiveness: A case study on the iron and steel industry;Demailly;Energy Econ.,2008
5. The decomposition of energy-related carbon emission and its decoupling with economic growth in China;Zhang;Renew. Sust. Energy Rev.,2015
Cited by 23 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality;Physica A: Statistical Mechanics and its Applications;2024-11
2. Exploring the Cross-Correlations between Tesla Stock Price, New Energy Vehicles and Oil Prices: A Multifractal and Causality Analysis;Fluctuation and Noise Letters;2024-03-20
3. Interplay Multifractal Dynamics Among Carbon Trading Market, Geopolitical Risk and Economic Policy Uncertainty;Fluctuation and Noise Letters;2024-02-17
4. Regional regime-switching behavior of China’s carbon price during regional and nationwide emissions trading scheme pilots;Energy Efficiency;2024-02
5. Return and volatility connectedness among carbon and energy markets based on time- and frequency-domain approaches;Frontiers in Environmental Science;2024-01-12
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3